-98.3%
DFNS vs IBKR
+45.1%
-143.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.9% |
| 7D | -16.0% | -3.3% | -12.7% | -12.7% |
| 30D | -77.7% | +4.5% | -82.2% | -78.2% |
| 3M | -77.2% | +6.5% | -83.7% | -76.8% |
| 6M | -95.2% | +34.2% | -129.4% | -96.1% |
| YTD | -98.0% | +44.5% | -142.4% | -98.4% |
| 1Y | -98.3% | +44.7% | -143.0% | -98.5% |
| All | -98.3% | +45.1% | -143.4% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IBKR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling